+696.7%
KKR vs STT
+271.9%
+424.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.5% |
| 7D | -6.2% | -0.4% | -5.7% | -5.9% |
| 30D | -8.9% | +1.7% | -10.6% | -10.0% |
| 3M | +6.3% | +17.9% | -11.6% | -4.7% |
| 6M | +16.5% | +55.3% | -38.8% | -12.6% |
| YTD | -20.3% | +52.7% | -72.9% | -39.4% |
| 1Y | -29.8% | +75.7% | -105.4% | -51.2% |
| 3Y | +63.2% | +197.9% | -134.7% | -16.7% |
| 5Y | +68.0% | +158.8% | -90.8% | -9.4% |
| All | +696.7% | +271.9% | +424.8% | +217.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling